for example i have two ranges
(1) 0 to 3
(2) 10 to 15
in range (1) i have numbers between 0 and 3, where 0 is minimum and 3 is maximum value...(it has also values 1 and 2)...
now i wanted to rescale both ranges (1) and (2) to range 0 to 1. Can you show me how to do it or at least point to helpful sites? thanks a lot!
The rescaled range is calculated by dividing the range (maximum value minus minimum value) of the cumulative mean adjusted data points (sum of each data point minus the mean of the data series) by the standard deviation of the values over the same portion of the time series.
The range is calculated by subtracting the lowest value from the highest value.
The Hurst Exponent is estimated by fitting the power-law E[R(n)/S(n)]=C×nH to the data. This is done by taking the logarithm of both sides, and fitting a straight line. The slope of the line gives H (i.e. Hurst Exponent Estimate).
Hurst exponent measures the long-term memory and fractality of a time series. It is known [7] that a Hurst value of 0.5 implies a Brownian random process.
What you're describing is called linear interpolation.
For the general case, suppose you have a value c
between a
and b
, and you want a value x
between 0 and 1 which is based on c
's relative position between a
and b
. The equation for x
is as follows:
x := (c - a) / (b - a)
So if you have a value between 10 and 15 (let's say 11), and you want a value between 0 and 1, you punch the values into the equation above:
x := (11 - 10) / (15 - 10)
x := 1/5
In other words, 11 is one-fifth of the way from 10 to 15.
The even more general case (when you have a value c
between a
and b
and you want a value x
between y
and z
), x
is calculated as follows:
x := (c - a) * (z - y) / (b - a) + y
In your case, z = 1
and y = 0
.
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